On next week's episode of Inside the Actors Studio, Gyllenhaal talks to James Lipton about his multifaceted career, and when asked about the gay rumors that swirled after Brokeback Mountain, the 32-year-old actor insisted he took it as a "huge compliment."

Other notable points of conversation from the episode include the tragic passing of his costar Heath Ledger, whom he actually first met when they both auditioned for 2001's Moulin Rouge.

"Heath and I knew each other for years before that because we had both auditioned for Moulin Rouge together," he tells Lipton. "And I remember thinking, 'I like this guy. He's just like, super lovable."

Gyllenhaal also reveals that Ledger's death was like "losing a family member" and he still misses him "to this day."